Kinetic time-inhomogeneous Lévy-driven model

zbMATH Open1540.60113MaRDI QIDQ6564556FDOQ6564556

Authors: Mihai Gradinaru, Emeline Luirard 

Publication date: 1 July 2024

Published in: ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

ergodicityasymptotic distributiontightnessexplosion timescaling transformationLévy processkinetic stochastic equationtime-inhomogeneous stochastic differential equation

Mathematics Subject Classification ID

Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)

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